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Detailed analysis of Unbiasedness, Maximum Likelihood, and Bayes estimators.
If your institution has a SpringerLink subscription, you may also be eligible to order a softcover "MyCopy" print version of the textbook for a fraction of the standard retail price. Open Educational Alternatives
Jun Shao’s Mathematical Statistics , part of the Springer Texts in Statistics series, is widely regarded as one of the most rigorous and comprehensive treatments of graduate-level statistics. It bridges the gap between basic probability and advanced theoretical statistics, covering: A deep dive into loss functions and risk.
If you are reading this book, certain chapters are considered seminal for understanding modern statistics:
One of the most praised aspects of the book is its vast collection of over 900 exercises , many of which provide additional theoretical results beyond the main text. Because these problems are known for their difficulty, they are often used by instructors to develop "research ability" in students. For those struggling with the material, the companion volume, Mathematical Statistics: Exercises and Solutions , provides detailed proofs for 400 of the more challenging problems. Mathematical Statistics - Jun Shao - Google Books
Mathematical statistics is an essential tool for data analysis and interpretation. It provides a framework for making decisions about data and is used in a wide range of applications, including:
